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                        <b>Files:</b><br />
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			<a href="../JAMA/_PHPExcel---Shared---JAMA---examples---benchmark.php.html">		benchmark.php
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			<a href="../JAMA/_PHPExcel---Shared---JAMA---CholeskyDecomposition.php.html">		CholeskyDecomposition.php
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			<a href="../JAMA/_PHPExcel---Shared---JAMA---EigenvalueDecomposition.php.html">		EigenvalueDecomposition.php
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			<a href="../JAMA/_PHPExcel---Shared---JAMA---utils---Error.php.html">		Error.php
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			<a href="../JAMA/_PHPExcel---Shared---JAMA---LUDecomposition.php.html">		LUDecomposition.php
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			<a href="../JAMA/_PHPExcel---Shared---JAMA---examples---MagicSquareExample.php.html">		MagicSquareExample.php
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			<a href="../JAMA/_PHPExcel---Shared---JAMA---utils---Maths.php.html">		Maths.php
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			<a href="../JAMA/_PHPExcel---Shared---JAMA---Matrix.php.html">		Matrix.php
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			<a href="../JAMA/_PHPExcel---Shared---JAMA---QRDecomposition.php.html">		QRDecomposition.php
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			<a href="../JAMA/_PHPExcel---Shared---JAMA---SingularValueDecomposition.php.html">		SingularValueDecomposition.php
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		    		<a href="../JAMA/Benchmark.html">Benchmark</a><br />
	    		<a href="../JAMA/CholeskyDecomposition.html">CholeskyDecomposition</a><br />
	    		<a href="../JAMA/EigenvalueDecomposition.html">EigenvalueDecomposition</a><br />
	    		<a href="../JAMA/MagicSquareExample.html">MagicSquareExample</a><br />
	    		<a href="../JAMA/PHPExcel_Shared_JAMA_LUDecomposition.html">PHPExcel_Shared_JAMA_LUDecomposition</a><br />
	    		<a href="../JAMA/PHPExcel_Shared_JAMA_Matrix.html">PHPExcel_Shared_JAMA_Matrix</a><br />
	    		<a href="../JAMA/PHPExcel_Shared_JAMA_QRDecomposition.html">PHPExcel_Shared_JAMA_QRDecomposition</a><br />
	    		<a href="../JAMA/SingularValueDecomposition.html">SingularValueDecomposition</a><br />
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<h1>Class: CholeskyDecomposition</h1>
Source Location: /PHPExcel/Shared/JAMA/CholeskyDecomposition.php<br /><br />


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<h3><a href="#class_details">Class Overview</a></h3>
<pre></pre><br />
<div class="description"></div><br /><br />
<h4>Author(s):</h4>
<ul>
          <li>Michael Bommarito</li>
              <li>Paul Meagher</li>
            </ul>




            
    
<h4>Version:</h4>
<ul>
  <li>1.2</li>
</ul>

        
</td>



<td valign="top">
<h3><a href="#class_methods">Methods</a></h3>
<ul>
    <li><a href="../JAMA/CholeskyDecomposition.html#method__construct">__construct</a></li>
    <li><a href="../JAMA/CholeskyDecomposition.html#methodgetL">getL</a></li>
    <li><a href="../JAMA/CholeskyDecomposition.html#methodisSPD">isSPD</a></li>
    <li><a href="../JAMA/CholeskyDecomposition.html#methodsolve">solve</a></li>
  </ul>
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<hr />

<a name="class_details"></a>
<h3>Class Details</h3>
<div class="tags">
[line <a href="../__filesource/fsource_JAMA__PHPExcelSharedJAMACholeskyDecomposition.php.html#a18">18</a>]<br />
<br /><br />
<h4>Tags:</h4>
<div class="tags">
<table border="0" cellspacing="0" cellpadding="0">
  <tr>
    <td><b>author:</b>&nbsp;&nbsp;</td><td>Michael Bommarito</td>
  </tr>
  <tr>
    <td><b>author:</b>&nbsp;&nbsp;</td><td>Paul Meagher</td>
  </tr>
  <tr>
    <td><b>version:</b>&nbsp;&nbsp;</td><td>1.2</td>
  </tr>
</table>
</div>
</div><br /><br />
<div class="top">[ <a href="#top">Top</a> ]</div><br />


<hr />
<a name="class_methods"></a>
<h3>Class Methods</h3>
<div class="tags">

  <hr />
	<a name="method__construct"></a>
	<h3>constructor __construct <span class="smalllinenumber">[line <a href="../__filesource/fsource_JAMA__PHPExcelSharedJAMACholeskyDecomposition.php.html#a48">48</a>]</span></h3>
	<div class="function">
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    <table width="100%" border="0" cellspacing="0" cellpadding="2"><tr><td class="code">
		<code>CholeskyDecomposition __construct(
[mixed
$A = null])</code>
    </td></tr></table>
    </td></tr></table><br />
	
		CholeskyDecomposition<br /><br /><p>Class constructor - decomposes symmetric positive definite matrix</p><br /><br /><br />
<h4>Tags:</h4>
<div class="tags">
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    <td><b>access:</b>&nbsp;&nbsp;</td><td>public</td>
  </tr>
</table>
</div>
<br /><br />

	
        <h4>Parameters:</h4>
    <div class="tags">
    <table border="0" cellspacing="0" cellpadding="0">
          <tr>
        <td class="type">mixed&nbsp;&nbsp;</td>
        <td><b>$A</b>&nbsp;&nbsp;</td>
        <td>Matrix square symmetric positive definite matrix</td>
      </tr>
        </table>
    </div><br />
        <div class="top">[ <a href="#top">Top</a> ]</div>
  </div>
  <hr />
	<a name="methodgetL"></a>
	<h3>method getL <span class="smalllinenumber">[line <a href="../__filesource/fsource_JAMA__PHPExcelSharedJAMACholeskyDecomposition.php.html#a97">97</a>]</span></h3>
	<div class="function">
    <table width="90%" border="0" cellspacing="0" cellpadding="1"><tr><td class="code_border">
    <table width="100%" border="0" cellspacing="0" cellpadding="2"><tr><td class="code">
		<code>Matrix getL(
)</code>
    </td></tr></table>
    </td></tr></table><br />
	
		getL<br /><br /><p>Return triangular factor.</p><br /><br /><br />
<h4>Tags:</h4>
<div class="tags">
<table border="0" cellspacing="0" cellpadding="0">
  <tr>
    <td><b>return:</b>&nbsp;&nbsp;</td><td>Lower triangular matrix</td>
  </tr>
  <tr>
    <td><b>access:</b>&nbsp;&nbsp;</td><td>public</td>
  </tr>
</table>
</div>
<br /><br />

	
        <div class="top">[ <a href="#top">Top</a> ]</div>
  </div>
  <hr />
	<a name="methodisSPD"></a>
	<h3>method isSPD <span class="smalllinenumber">[line <a href="../__filesource/fsource_JAMA__PHPExcelSharedJAMACholeskyDecomposition.php.html#a86">86</a>]</span></h3>
	<div class="function">
    <table width="90%" border="0" cellspacing="0" cellpadding="1"><tr><td class="code_border">
    <table width="100%" border="0" cellspacing="0" cellpadding="2"><tr><td class="code">
		<code>boolean isSPD(
)</code>
    </td></tr></table>
    </td></tr></table><br />
	
		Is the matrix symmetric and positive definite?<br /><br /><br /><br />
<h4>Tags:</h4>
<div class="tags">
<table border="0" cellspacing="0" cellpadding="0">
  <tr>
    <td><b>access:</b>&nbsp;&nbsp;</td><td>public</td>
  </tr>
</table>
</div>
<br /><br />

	
        <div class="top">[ <a href="#top">Top</a> ]</div>
  </div>
  <hr />
	<a name="methodsolve"></a>
	<h3>method solve <span class="smalllinenumber">[line <a href="../__filesource/fsource_JAMA__PHPExcelSharedJAMACholeskyDecomposition.php.html#a108">108</a>]</span></h3>
	<div class="function">
    <table width="90%" border="0" cellspacing="0" cellpadding="1"><tr><td class="code_border">
    <table width="100%" border="0" cellspacing="0" cellpadding="2"><tr><td class="code">
		<code>Matrix solve(
[$B
$B = null])</code>
    </td></tr></table>
    </td></tr></table><br />
	
		Solve A*X = B<br /><br /><br /><br />
<h4>Tags:</h4>
<div class="tags">
<table border="0" cellspacing="0" cellpadding="0">
  <tr>
    <td><b>return:</b>&nbsp;&nbsp;</td><td>L * L' * X = B</td>
  </tr>
  <tr>
    <td><b>access:</b>&nbsp;&nbsp;</td><td>public</td>
  </tr>
</table>
</div>
<br /><br />

	
        <h4>Parameters:</h4>
    <div class="tags">
    <table border="0" cellspacing="0" cellpadding="0">
          <tr>
        <td class="type">$B&nbsp;&nbsp;</td>
        <td><b>$B</b>&nbsp;&nbsp;</td>
        <td>Row-equal matrix</td>
      </tr>
        </table>
    </div><br />
        <div class="top">[ <a href="#top">Top</a> ]</div>
  </div>
</div><br />


        <div class="credit">
		    <hr />
		    Documentation generated on Fri, 12 Oct 2012 00:15:27 +0200 by <a href="http://www.phpdoc.org">phpDocumentor 1.4.4</a>
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